-22.5%
ACN vs EL
-66.1%
+43.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.3% |
| 7D | +0.9% | +0.8% | +0.1% | +0.6% |
| 30D | +33.5% | +16.5% | +17.0% | +28.8% |
| 3M | +53.5% | +29.2% | +24.3% | +44.0% |
| 6M | +52.2% | +27.9% | +24.3% | +42.5% |
| YTD | -0.1% | +6.2% | -6.3% | -3.4% |
| 1Y | +11.0% | +27.2% | -16.1% | +2.4% |
| 3Y | -11.8% | +3.2% | -15.0% | -19.2% |
| All | -22.5% | -66.1% | +43.7% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling